Depth of Field with Grease Pencil Objects not working
Unfortunately Grease Pencil doesn't have true camera DOF enabled yet, but there are several workarounds available:

1) Add the "blur" effect under the "visual effects properties" tab and check "Use Depth of Field". The grease pencil object will then blur with camera movement(but it only blurs the GP object as a whole instead of parts of the GP object as in true DOF)

2) Convert the grease pencil object to geometry, which will then react properly to camera DOF: https://www.youtube.com/watch?v=Fl8PXZWnxr4

3) All grease pencil objects come with a depth map.  Use the "Defocus" Node and "lens distortion" node in the compositor.  You can download an example file of the node setup here: https://www.local-guru.net/blog/2019/7/13/grease-pencil-experiment-4---depth-of-field

It's likely that true camera DOF will be enabled in a future version of Blender, but for now these workarounds may provide the result you are looking for.

Hope that helps!